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.National Taiwan University / 國立臺灣大學
Project / 研究計畫
跨現貨與衍生性商品交易活動對於現貨未來價格動態之資訊內涵
跨現貨與衍生性商品交易活動對於現貨未來價格動態之資訊內涵
Details
Primary Data
Project title
跨現貨與衍生性商品交易活動對於現貨未來價格動態之資訊內涵
Internal ID
104-2628-H-002-005-MY4
Principal Investigator
YAW-HUEI WANG
Start Date
August 1, 2015
End Date
July 31, 2016
Partner Organizations
National Science and Technology Council
Description
Keywords
股票
期貨
選擇權
VIX
報酬率
波動率
預測
Stock
Futures
Options
VIX
Returns
Volatility
Prediction